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The repo clearly has major flaws. Predicting returns rather than actual prices is crucial for proper time series forecasting. Otherwise simply using the last observed price as the prediction would be better than the output of your model.
The text was updated successfully, but these errors were encountered:
The repo clearly has major flaws. Predicting returns rather than actual prices is crucial for proper time series forecasting. Otherwise simply using the last observed price as the prediction would be better than the output of your model.
The text was updated successfully, but these errors were encountered: